-82.0%
IRE vs MKTX
-2.3%
-79.7%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | 0.0% | +10.3% | +10.3% |
| 7D | +58.9% | +0.4% | +58.5% | +58.4% |
| 30D | +17.2% | +1.0% | +16.2% | +16.2% |
| 3M | -58.6% | +41.3% | -99.9% | -62.8% |
| 6M | -23.5% | -11.3% | -12.1% | -53.8% |
| YTD | -47.4% | -8.6% | -38.9% | -68.4% |
| All | -82.0% | -2.3% | -79.7% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling